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Bonsoo Koo
Bonsoo Koo
Verified email at monash.edu
Title
Cited by
Cited by
Year
A note on the validity of cross-validation for evaluating autoregressive time series prediction
C Bergmeir, RJ Hyndman, B Koo
Computational Statistics & Data Analysis 120, 70-83, 2018
6462018
Regularized regression for hierarchical forecasting without unbiasedness conditions
S Ben Taieb, B Koo
Proceedings of the 25th ACM SIGKDD international conference on knowledge …, 2019
532019
Estimation of semiparametric locally stationary diffusion models
B Koo, O Linton
Journal of Econometrics 170 (1), 210-233, 2012
332012
High-dimensional predictive regression in the presence of cointegration
B Koo, HM Anderson, MH Seo, W Yao
Journal of Econometrics 219 (2), 456-477, 2020
312020
Semiparametric estimation of locally stationary diffusion models
B Koo, OB Linton
LSE STICERD Research Paper No. EM551, 2010
272010
Retirement planning in the light of changing demographics
H Wang, B Koo, C O'Hare
Economic Modelling 52, 749-763, 2016
252016
Loss-based variational Bayes prediction
DT Frazier, R Loaiza-Maya, GM Martin, B Koo
arXiv preprint arXiv:2104.14054, 2021
192021
Structural-break models under mis-specification: Implications for forecasting
B Koo, MH Seo
Journal of econometrics 188 (1), 166-181, 2015
152015
Novel utility-based life cycle models to optimise income in retirement
B Koo, AA Pantelous, Y Wang
European Journal of Operational Research 299 (1), 346-361, 2022
112022
附子를 포함한 한약처방이 간효소치에 미치는 영향-임상 6 예를 중심으로
구본수, 김태경, 한진안, 문상관, 김영석
Journal of Korean Medicine 23 (1), 2002
112002
A note on the validity of cross-validation for evaluating time series prediction. Monash University, Department of Econometrics and Business Statistics
C Bergmeir, RJ Hyndman, B Koo
Working Paper, 2015
102015
Pricing in a competitive stochastic insurance market
F Mourdoukoutas, TJ Boonen, B Koo, AA Pantelous
Insurance: Mathematics and Economics 97, 44-56, 2021
92021
A clinical study about effect of long term herb medication on liver function
YK Yoon, SS Han, JY Yoo, LS Chou, BS Koo
J of Oriental Chr Dis 8 (1), 30-4, 2002
82002
Estimation of a nonparametric model for bond prices from cross-section and time series information
B Koo, D La Vecchia, O Linton
Journal of econometrics 220 (2), 562-588, 2021
62021
Let’s get lade: Robust estimation of semiparametric multiplicative volatility models
B Koo, O Linton
Econometric Theory 31 (4), 671-702, 2015
62015
Effects of Sahyangsohap-won on cerebral hemodynamics in healthy subjects
BS Koo, SH Kim, SK Moon, KH Cho, YS Kim, HS Bae, KS Lee, SH Ryu
The Journal of Internal Korean Medicine 22 (2), 199-205, 2001
62001
Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes
W Chen, B Koo, Y Wang, C O'Hare, N Langrené, P Toscas, Z Zhu
Available at SSRN 3362700, 2019
52019
Competition, premature trading and excess volatility
P Deb, B Koo, Z Liu
Journal of Banking & Finance 41, 178-193, 2014
52014
Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes
W Chen, B Koo, Y Wang, C O’Hare, N Langrené, P Toscas, Z Zhu
Annals of Actuarial Science 15 (3), 549-566, 2021
42021
Personalised drawdown strategies and partial annuitisation to mitigate longevity risk
W Chen, A Minney, P Toscas, B Koo, Z Zhu, AA Pantelous
Finance Research Letters 39, 101644, 2021
42021
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Articles 1–20